Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47862.39 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46467.43 Kr¶

PnL: ---------------------------------------> -421.14 Kr¶

DD now: ---------------------------------> -1.578 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 19:15:26.982117'

Anic Portfolio¶

Today¶

Return: -0.253 %¶

This Week¶

Return: -0.105 %¶

Total¶

Return: 56.689 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 4.730000 3100.000000 173.000000 5.910000 2927.000000
HEBA B 70 -1.730000 2789.500000 153.500000 5.820000 2636.000010
Beijer Electronics Group 26 -3.570000 3094.000000 123.000000 4.140000 2971.000006
AcadeMedia 12 0.800000 607.200000 50.200000 9.010000 557.000004
Corem Property Group B 59 -1.680000 622.450000 45.450000 7.880000 576.999999
Boozt 12 0.500000 1696.800000 42.800000 2.590000 1653.999996
HMS Networks 2 -0.890000 710.800000 37.800000 5.620000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -1.540000 390.900000 35.900000 10.110000 355.000000
Resurs Holding 22 0.950000 609.400000 35.400000 6.170000 573.999998
MedCap 2 -1.940000 456.000000 35.000000 8.310000 421.000000
SAAB B 8 0.120000 3407.200000 30.200000 0.890000 3377.000000
Norva24 Group 16 0.280000 566.400000 23.400000 4.310000 543.000000
Securitas B 6 1.490000 588.600000 18.600000 3.260000 570.000000
Intrum 4 -0.180000 545.400000 18.400000 3.490000 527.000000
Swedbank A 3 2.220000 581.100000 17.100000 3.030000 564.000000
Eastnine 4 -0.470000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 575.400000 13.400000 2.380000 562.000005
OEM International B 7 -1.030000 539.000000 11.000000 2.080000 527.999997
Coor Service Management Hold. 8 -0.880000 542.000000 10.000000 1.880000 532.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.580000 250.320000 4.320000 1.760000 246.000000
Handelsbanken A 5 0.320000 547.750000 1.750000 0.320000 546.000000
Nordea Bank Abp 29 0.300000 3454.480000 0.480000 0.010000 3453.999992
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.770000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 -0.460000 560.600000 -13.400000 -2.330000 574.000000
CTEK 13 -3.590000 517.400000 -16.600000 -3.110000 533.999999
Essity A 4 -0.180000 1130.000000 -19.000000 -1.650000 1149.000000
International Petroleum Corp. 5 -2.960000 558.000000 -36.570000 -6.150000 594.565215
Sampo Oyj SDB 7 -0.910000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 -0.790000 547.200000 -65.800000 -10.730000 612.999432
Axfood 13 -2.130000 3582.800000 -173.200000 -4.610000 3756.000001
OX2 18 0.560000 1448.100000 -215.900000 -12.970000 1663.999992
Fasadgruppen Group 35 2.300000 3577.000000 -234.000000 -6.140000 3810.999990
Ovzon 52 -1.610000 2865.200000 -496.800000 -14.780000 3361.999992
TOTAL 46467.430000 -421.140000 -1.57825% 46888.564618

Updated:¶

'2023-01-24 19:15:40.203261'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶